Quantitative Analysis, Risk Management, Modelling, Algo Trading, and Big Data Analysis

Python for Finance 2: Intensive Workshop (Singapore, Sep 24-25, 2016)

 

Python for Finance
2-Day Intensive Workshop

Sep 24-25, 2016
Singapore

HAS BEEN CANCELLED

The refund to all participants who already registered will be issued via PayPal system within next 10 business days.

 

 

 

About Workshop
Pre-Requisites
Instructor
Programme
Contact Organizers




About Workshop

Our Python for Finance 2 2-day Intensive Workshop is addressed to all who wish to learn Python and its application in finance with a particular emphasis on trading. We will discuss all steps required to build an effective trading model (for stocks and FX pair trading), technical analysis, model backtesting, risk analysis, trade execution issues, potential problems, the importance of slippage, model profitability, and model adjustments.

Basic programming experience in Python is required. We will be using Python 3.5 + pandas + NumPy, mainly.




Pre-Requisites

Bring your own laptop and lot of enthusiasm to learn really a lot of new and amazing things! The Wi-Fi will be available during the course (to be confirmed).

Please have Python 3.5+ already installed. The recommended distribution is Anaconda Python (click download page to get the install file for your Windows or Linux or Mac OS X operating system). All course will be based on iPython Notebook style examples (Jupyter Notebook). It is a part of Anaconda distribution.




Instructor

Dr. Pawel Lachowicz (Sydney, Australia) received his PhD by applying novel techniques of signal processing in astrophysics from Polish Academy of Sciences in 2007. He worked at Temasek Laboratories and NUS in Singapore after that. He is a leading expert in data analysis covering financial markets, an educator, an author of books on finance, data processing, and applied programming. He also is a founder and writer at QuantAtRisk.com. He specializes in Python and Matlab programming for finance.




Programme

Day 1 (Sep 24)

800 – 845
Registration

845 – 900
Welcome Message and Setup

900 – 1030
pandas for Finance in Python

1030 – 1045
Coffee Break

1045 – 1230
Financial Time-Series Objects

1230 – 1330
Lunch Break

1330 – 1530
Technical Analysis and Algorithmic Model Construction

1530 – 1545
Tea Break

1545 – 1730
Models for Stock Trading

Day 2 (Sep 25)

900 – 1030
Models for FX Pair Trading

1030 – 1045
Coffee Break

1045 – 1230
Advanced Aspects of Model Backtesting

1230 – 1330
Lunch Break

1330 – 1530
Execution of Trades, Equity Curve, and Risk Analysis

1530 – 1545
Tea Break

1545 – 1730
Model Adjustments for Profitability




Contact Organizers
+61 412470716 (Pawel)
pawel#quantatrisk.com

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